EURO 2024 Copenhagen
Abstract Submission

EURO-Online login

2263. Risk Management for Aquaculture Businesses in the Presence of Multiple Risk Sources

Invited abstract in session MC-63: Natural Resource Management and Commodity Markets, stream OR in Banking, Finance and Insurance: New Tools for Risk Management.

Monday, 12:30-14:00
Room: S14 (building: 101)

Authors (first author is the speaker)

1. Christian Oliver Ewald

Abstract

We will provide an overview about current modeling and analysis relevant to the financial, biological and ESG related risks in the optimal management of aquaculture businesses with partiuclar focus on the Norwegian salmon farming industry. These rsults are based on the following research papers:

Ewald, C.O. and Kamm, K. (2024) On the Impact of Biological Risk in Aquaculture Valuation and Decision Making. https://doi.org/10.48550/arXiv.2402.08686

Ewald, C.O. and Kamm, K. (2024) On the impact of feeding cost risk in aquaculturevaluation and decision making. Accepted and Published Online Quantitative Finance

Ewald, C.O. and Zou, Y. (2021) Analytic formulas for futures and options for a linearquadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? European Journal of Operational Research, 294(12)

Ewald, C.O. and Ouyang, R. (2017) An analysis of the fish pool market in the contextof seasonality and stochastic convenience yield. Marine Resource Economics, 32(4), pp.431-449.

Ewald, C.O. , Ouyang, R. and Siu, T. K. (2017) On the market consistent valuation of fish farms: using the real option approach and salmon futures. American Journal ofAgricultural Economics, 99(1), pp. 207-224.as well as research that is currently in development.

Keywords

Status: accepted


Back to the list of papers